Global Stability in Probability of Linear Stochastic Reaction Diffusion Systems
In this paper, a class of linear stochastic reaction diffusion systems is investigated with the purpose of providing the sufficient conditions for the global stability in probability and the globally asymptotic stability in probabil ity for a class of more complex stochastic systems. The theorems with respect to the global stability in probability and the globally asymptotic stability are established by combining Chebyshevs inequality and indirectly employing Ito differential formula under the integral operator to the constructed average Lyapunov function with respect to the spatial variables which is far different from the usual taken measure when dealing with the stability of stochastic ordinary differential equations, namely, Ito differential formula are directly imposed on the constructed Lyapunov functions.
Luo Qi Zhang Yutian
Department of Information and Communication Nanjing University of Information Science and Technology College of Science Wuhan University of Science and Technology Wuhan, 430081, P.R. China
国际会议
青岛
英文
2006-07-21（万方平台首次上网日期，不代表论文的发表时间）